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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Monte Carlo
828
Monte Carlo simulation
218
Monte-Carlo-Simulation
214
Theorie
122
Theory
109
Schätztheorie
68
Estimation theory
64
Simulation
62
Optionspreistheorie
58
Option pricing theory
56
Stochastischer Prozess
43
Stochastic process
42
Volatility
27
bootstrap
27
simulation
25
Volatilität
24
Markov chain
22
Prognoseverfahren
21
Risikomaß
21
Risk measure
21
Zeitreihenanalyse
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Forecasting model
20
Statistischer Test
20
Time series analysis
20
Bootstrap
19
Risk
18
Error bounds
17
Portfolio selection
17
Portfolio-Management
17
Risiko
17
Bootstrap-Verfahren
16
Mathematical programming
16
Regression analysis
16
Regressionsanalyse
16
Schätzung
16
Statistical test
16
Statistische Verteilung
16
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15
Estimation
15
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4
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English
16
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Georghiou, Angelos
2
Pascal, Julien
2
Tsoukalas, Angelos
2
Wiesemann, Wolfram
2
Antonelli, Fabio
1
Bender, Christian
1
Bi, Shujun
1
Bigeon, Jean
1
Dedieu, Antoine
1
Guo, Ivan
1
Gürbüz, Burcu
1
Hadj-Hamou, Khaled
1
Husein, Ismail
1
Laan, Niels van der
1
Langrené, Nicolas
1
Loeper, Grégoire
1
Mancini, Carlo
1
Marshall, T. James
1
Mawengkang, Herman
1
Mazumder, Rahul
1
Ning, Wei
1
Pan, Shaohua
1
Parpas, Panos
1
Philippas, Dionisis
1
Picheral, Laura
1
Radchenko, Peter
1
Reesor, R. Mark
1
Romeijnders, Ward
1
Schweizer, Nikolaus
1
Slot, Lucas
1
Tran, Quang Kha
1
Tsionas, Efthymios G.
1
Ustun, Berk
1
Vlerk, Maarten H. van der
1
Weber, Gerhard-Wilhelm
1
Webster, Mort
1
Zhuo, Jia
1
Zopounidis, Constantin
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Operations research
3
Cahiers d'etudes / Banque Centrale du Luxembourg
1
Central European journal of operations research
1
Computational Management Science : CMS
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Dissertation Series CentER
1
INFORMS journal on computing : JOC
1
International journal of production research
1
Journal of economic dynamics & control
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
16
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Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
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2
Error bounds for rank constrained optimization problems and applications
Bi, Shujun
;
Pan, Shaohua
- In:
Operations research letters
44
(
2016
)
3
,
pp. 336-341
Persistent link: https://www.econbiz.de/10011506076
Saved in:
3
Rumour propagation : an operational research approach by computational and information theory
Gürbüz, Burcu
;
Mawengkang, Herman
;
Husein, Ismail
; …
- In:
Central European journal of operations research
30
(
2022
)
1
,
pp. 345-365
Persistent link: https://www.econbiz.de/10013185116
Saved in:
4
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Laan, Niels van der
;
Romeijnders, Ward
;
Vlerk, Maarten …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011922951
Saved in:
5
A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
6
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
7
Asymptotic analysis of semidefinite bounds for polynomial optimization and independent sets in geometric hypergraphs
Slot, Lucas
-
2022
Persistent link: https://www.econbiz.de/10013411884
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8
Subset selection with shrinkage : sparse linear modeling when the SNR is low
Mazumder, Rahul
;
Radchenko, Peter
;
Dedieu, Antoine
- In:
Operations research
71
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014308406
Saved in:
9
Robust optimization based on the propagation of variance method for analytic design models
Picheral, Laura
;
Hadj-Hamou, Khaled
;
Bigeon, Jean
- In:
International journal of production research
52
(
2014
)
24
,
pp. 7324-7338
Persistent link: https://www.econbiz.de/10010474539
Saved in:
10
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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